Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336058.2484 | 134298.597 | 201759.6514 | 84915.2136 | -137206.2522 | 222121.4657 |
Total P&L (%) | 336.0582 | 134.2986 | 201.7597 | 84.9152 | -137.2063 | 222.1215 |
Avg Daily Profit (%) | 0.2023 | 0.0808 | 0.1215 | 0.037 | 0 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109957 | -127085 | -80377 | -280175 | -243821 | -71380 |
Profit Factor | 1.4732 | 1.3237 | 1.6831 | 1.0982 | 0.7644 | 1.7873 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 64.2276 | 59.0164 | 69.3548 | 64.2276 | 59.0164 | 69.3548 |
Ratio Avg Win / Avg Loss | 0.8205 | 0.9192 | 0.7437 | 0.6117 | 0.5308 | 0.7897 |
Largest Winning Trade | 94196 | 94196 | 54089 | 133014 | 133014 | 70537 |
Largest Losing Trade | -56840 | -56840 | -46712 | -226976 | -226976 | -43171 |
Avg Bars in Trades | 51 | 69 | 34 | 51 | 69 | 34 |
Avg Bars in Winners | 46 | 55 | 38 | 46 | 55 | 38 |
Avg Bars in Losers | 61 | 88 | 26 | 61 | 88 | 26 |
Bars Traded | 6382 | 4224 | 2158 | 6382 | 4224 | 2158 |
Profit Streak | 108.5758 | 108.8258 | 108.5758 | 108.5758 | 108.8258 | 108.5758 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389807 | -245575 | -180740 | -253877 | -739898 | -248555 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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